Title :
Sequential and parallel algebraic Riccati equations solutions via ESST on the Schur method
Author :
Bottura, Celso P. ; Tamariz, Annabell D R ; Barreto, Gilniar ; Neto, J. V da Fonseca
Author_Institution :
LCSI/DMSCI/FEEC, Univ. Estadual de Campinas, Sao Paulo, Brazil
Abstract :
A method for solving the discrete/continuous algebraic Riccati equation in sequential and parallel and distributed forms, that modifies and proposes a parallelization for the Schur method of Laub (1979) is presented. To transform the symplectic/Hamiltonian matrix in a simple form, elementary stabilized similarity transformations (ESSTs) are utilized. A sequential implementation of the proposed algorithm for dense matrices is made and a parallel implementation on a distributed memory system with an asynchronous parallelization strategy over a workstations network is proposed
Keywords :
Riccati equations; distributed memory systems; matrix algebra; parallel algorithms; workstation clusters; Schur method; asynchronous parallelization strategy; continuous algebraic Riccati equation; dense matrices; discrete algebraic Riccati equation; distributed memory system; elementary stabilized similarity transformations; parallel algebraic Riccati equations; sequential algebraic Riccati equations; symplectic/Hamiltonian matrix; workstations network; Differential equations; Discrete transforms; Eigenvalues and eigenfunctions; Libraries; Message passing; Niobium; Parallel programming; Riccati equations; Stress; Workstations;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.831344
